+45.0%
ADP vs TW
+20.0%
+25.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -5.7% | -0.5% | -5.2% | -5.5% |
| 30D | -3.1% | -0.6% | -2.5% | -2.9% |
| 3M | +15.6% | +3.4% | +12.2% | +14.1% |
| 6M | +20.8% | -18.4% | +39.3% | +28.2% |
| YTD | +4.7% | -3.9% | +8.7% | +5.5% |
| 1Y | -8.3% | -13.3% | +5.0% | -4.8% |
| 3Y | +13.6% | +20.8% | -7.3% | +2.5% |
| 5Y | +45.0% | +20.3% | +24.7% | +36.3% |
| All | +45.0% | +20.0% | +25.0% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling